Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 786678.3546 | 657067.7124 | 129610.6422 | 826405.3132 | 248504.278 | 577901.0353 |
Total P&L (%) | 786.6784 | 657.0677 | 129.6106 | 826.4053 | 248.5043 | 577.901 |
Avg Daily Profit (%) | 0.4258 | 0.3556 | 0.0701 | 0.1206 | 0.0676 | 0.1036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71678 | -78922 | -62508 | -1141219 | -1087893 | -445624 |
Profit Factor | 2.291 | 3.0225 | 1.4556 | 1.1592 | 1.088 | 1.2442 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 85 | 46 | 39 | 85 | 46 | 39 |
Profitability (%) | 34.1085 | 29.2308 | 39.0625 | 34.1085 | 29.2308 | 39.0625 |
Ratio Avg Win / Avg Loss | 4.4257 | 7.3176 | 2.2707 | 2.2394 | 2.6341 | 1.9409 |
Largest Winning Trade | 586025 | 586025 | 67625 | 1038825 | 1038825 | 582594 |
Largest Losing Trade | -29032 | -18463 | -29032 | -163921 | -142575 | -163921 |
Avg Bars in Trades | 41 | 35 | 48 | 41 | 35 | 48 |
Avg Bars in Winners | 92 | 91 | 94 | 92 | 91 | 94 |
Avg Bars in Losers | 15 | 12 | 18 | 15 | 12 | 18 |
Bars Traded | 5374 | 2286 | 3088 | 5374 | 2286 | 3088 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305677 | -127984 | -240841 | -81753 | -368407 | -197068 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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